, many types of instruments can be used:futures market,spot market, and forward market.However, the degree of volatility … monthly to daily observations on exchange rates. Thus the basic thrust of the paper is to analyse the forecasting accuracy of …

The purpose of this note is three folds. First, we review Levy processes and analyse jumps. Second, we correct mistakes … forecast the future prices of these assets. …

has contributed to lower volatility in the G$/US exchange rate. The paper also presents a model that analyzes monetary …

the forecasting regression. We also present less formal evidence that, with real-time data, the Taylor rule provides a … specifications that do not include the real exchange rate in the forecasting regression, the results are robust to whether or not the … the forecasting regression. Bad news about inflation and good news about real economic activity both lead to out …

models to measure and forecast stock returns. This paper aims to model the volatility for daily and weekly returns of the … compare the forecasting performance of the various volatility models in the sample periods before and after the terrorist …The volatility clustering often seen in financial data has increased the interest of researchers in applying good …

$. The variable of interest is the daily number of such durations, which is a measure of intradaily volatility, since the … of this measure of volatility. …

-of-sample forecasting. We find that the random walk performs better than the restricted model. …